Senior Quant Researcher - Intraday Statistical Arbitrage

Squarepoint Capital; London; On-site; USD 60,000 - 90,000; Full time

Job summary

A prominent financial firm in London is seeking a Senior Quant Researcher to innovate and implement trading strategies within their automated trading framework. The ideal candidate will possess a strong quantitative background, programming proficiency, and the ability to thrive in a fast-paced environment, contributing to the development of effective market strategies.

Benefits

Discretionary bonuses

Health and dental insurance

401(k) contributions

Qualifications

• Degree in a quantitative field (Mathematics, Statistics, etc.) is required.
• Proficiency in major programming or scripting languages like C++, Java, or Python.
• Strong teamwork and communication skills are necessary.

Responsibilities

• Research and implement trading strategies within the automated framework.
• Analyze large datasets to identify trading opportunities.
• Monitor behavior and performance of strategies during market hours.

Skills

Quantitative analysis

Programming

Communication

Pressure handling

Education

Mathematics

Statistics

Econometrics

Financial Engineering

Operations Research

Computer Science

Physics

Job description

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Senior Quant Researcher - Intraday Statistical Arbitrage, London

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Client:

Squarepoint Capital

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

230074b5d893

Job Views:

46

Posted:

24.06.2025

Expiry Date:

08.08.2025

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Job Description:

Position Overview:

• Research and implement strategies within the firm’s automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.

Typical Day of Quant Researcher:

• Primary focus throughout the day is on researching and implementing trading ideas.
• Before market open, check that all required data and related processes are ready for the trading day.
• During market hours, sporadically monitor behavior and performance of strategies.

Required Qualifications:

• Quantitative background -includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.

The minimum base salary for this role is $60,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.